It happened on Grand Boulevard and NE 12.
Oklahoma City police said two children were in the back seat and narrowly avoided being injured.
According to a police report, the mom found a bullet in her baby's diaper when she went to change the baby.
Oklahoma City police said the shooting took place near a stop sign on Grand Boulevard between NE 12 and 13.
“Don’t know if this stemmed from a road rage incident, but it seemed like it was speeding up and slowing down with the victim's vehicle,” said Oklahoma City police Sgt. Dillon Quirk.
According to police, the family of four was in their vehicle and driving down Grand Boulevard when another vehicle caught their eye.
“They observed in their rear view mirror a white sedan,” said Quirk.
Reports showed mom brought it to the driver's attention, telling him "she felt like the white vehicle was following them."
Then, things took a dangerous turn.
“The suspect vehicle pulled up to the victims' vehicle and fired several shots into the vehicle,” said Quirk.
Police said both the mother and father were hit by that gunfire.
“The driver was stuck multiple times, legs and chest, passenger was struck in the leg,” said Quirk.
With their 1- and 6-year-olds in the back seat, they rushed to the nearest hospital.
While neither child was hurt, police said the parents did make a frightening discovery and found a bullet in the baby's diaper.
“They did locate one projectile in one of the children's diaper. They also found a hole in the diaper bag in the back seat,” said Quirk.
Police said this shooting could have ended much worse.
“Bullets don’t have names written on them. It's a scary situation,” said Quirk.
Police do not have a suspect description. They were only told a white sedan was involved.